Como é que se diz isto em Inglês (EUA)? The proposal should be fully, where appropriate, to evaluate the risks. What’s the mean/nuance about“where”? I often saw “where” in the sentence but it’s not a place, why “where”?

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The word “Where” is an adverb and a conjunction. When used as an adverb, the definiton of the word is in or to what place or position. Example; Where did my shoe go? Where would you like to meet?
Now, like the sentence you are asking about, where is used as a conjunction. When it is used, the word where could stand for “whereas” or “that.”
Example; His shoe is red, where the other boys shoe is yellow.
In that sentence, where is used as the word whereas.
In a sentence, you will have to think about which where they are talking about. Over time you will get used to it! :)
I am sorry if this is confusing, but hopefully this helped!